| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 687.377724284438 + 7.4799967392503X[t] + 461.450680361815M1[t] -869.103821310916M2[t] -758.415790659869M3[t] -542.991819354467M4[t] -94.7998695700121M5[t] -630.807919785557M6[t] -188.159911959758M7[t] -427.815904786109M8[t] -409.999918481258M9[t] + 185.824052824145M10[t] -169.575963479603M11[t] + e[t] |
| Multiple Linear Regression - Ordinary Least Squares | |||||
| Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
| (Intercept) | 687.377724284438 | 1033.968889 | 0.6648 | 0.509363 | 0.254681 |
| X | 7.4799967392503 | 1.899469 | 3.9379 | 0.000265 | 0.000133 |
| M1 | 461.450680361815 | 332.291292 | 1.3887 | 0.171337 | 0.085668 |
| M2 | -869.103821310916 | 362.244322 | -2.3992 | 0.020361 | 0.010181 |
| M3 | -758.415790659869 | 367.77281 | -2.0622 | 0.044625 | 0.022313 |
| M4 | -542.991819354467 | 362.573452 | -1.4976 | 0.140784 | 0.070392 |
| M5 | -94.7998695700121 | 355.188404 | -0.2669 | 0.790689 | 0.395345 |
| M6 | -630.807919785557 | 350.099179 | -1.8018 | 0.077859 | 0.03893 |
| M7 | -188.159911959758 | 350.736721 | -0.5365 | 0.594111 | 0.297056 |
| M8 | -427.815904786109 | 351.37208 | -1.2176 | 0.229344 | 0.114672 |
| M9 | -409.999918481258 | 350.201395 | -1.1708 | 0.247477 | 0.123738 |
| M10 | 185.824052824145 | 348.328733 | 0.5335 | 0.596168 | 0.298084 |
| M11 | -169.575963479603 | 347.618487 | -0.4878 | 0.627897 | 0.313948 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.632309405720561 |
| R-squared | 0.399815184562689 |
| Adjusted R-squared | 0.249768980703362 |
| F-TEST (value) | 2.66461379414521 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 48 |
| p-value | 0.00800634103013076 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 548.602832503709 |
| Sum Squared Residuals | 14446323.2558924 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 5560 | 5210.46663405917 | 349.53336594083 |
| 2 | 3922 | 4261.3919660882 | -339.391966088203 |
| 3 | 3759 | 4499.23994130650 | -740.239941306505 |
| 4 | 4138 | 4729.62390609041 | -591.62390609041 |
| 5 | 4634 | 5162.85586239636 | -528.855862396363 |
| 6 | 3996 | 4499.68786761356 | -503.687867613562 |
| 7 | 4308 | 4949.81587217861 | -641.815872178612 |
| 8 | 4143 | 4680.23989239526 | -537.23989239526 |
| 9 | 4429 | 4683.09588522161 | -254.095885221611 |
| 10 | 5219 | 5241.51987283076 | -22.5198728307618 |
| 11 | 4929 | 4803.83989239526 | 125.160107604740 |
| 12 | 5755 | 4928.53587543936 | 826.464124560638 |
| 13 | 5592 | 5404.94654927968 | 187.053450720323 |
| 14 | 4163 | 4463.35187804796 | -300.351878047962 |
| 15 | 4962 | 4633.87988261301 | 328.120117386989 |
| 16 | 5208 | 4841.82385717916 | 366.176142820837 |
| 17 | 4755 | 5170.33585913561 | -415.335859135613 |
| 18 | 4491 | 4507.16786435281 | -16.1678643528127 |
| 19 | 5732 | 4964.77586565711 | 767.224134342887 |
| 20 | 5731 | 4695.19988587376 | 1035.80011412624 |
| 21 | 5040 | 4690.57588196086 | 349.424118039139 |
| 22 | 6102 | 5211.59988587376 | 890.40011412624 |
| 23 | 4904 | 4811.31988913451 | 92.6801108654894 |
| 24 | 5369 | 4973.41585587486 | 395.584144125136 |
| 25 | 5578 | 5434.86653623668 | 143.133463763321 |
| 26 | 4619 | 4455.87188130871 | 163.128118691289 |
| 27 | 4731 | 4611.43989239526 | 119.56010760474 |
| 28 | 5011 | 4781.98388326516 | 229.016116734839 |
| 29 | 5299 | 4990.81593739361 | 308.184062606394 |
| 30 | 4146 | 4290.24795891455 | -144.247958914554 |
| 31 | 4625 | 4665.5759960871 | -40.5759960871004 |
| 32 | 4736 | 4455.83999021775 | 280.160009782249 |
| 33 | 4219 | 4383.8960156516 | -164.896015651599 |
| 34 | 5116 | 4852.56004238975 | 263.439957610254 |
| 35 | 4205 | 4452.2800456505 | -247.280045650496 |
| 36 | 4121 | 4509.65605804134 | -388.656058041345 |
| 37 | 5103 | 4881.34677753216 | 221.653222467844 |
| 38 | 4300 | 3969.67209325744 | 330.327906742558 |
| 39 | 4578 | 4155.16009130099 | 422.839908699009 |
| 40 | 3809 | 4198.54413760364 | -389.544137603637 |
| 41 | 5526 | 4534.53613629934 | 991.463863700663 |
| 42 | 4247 | 3871.36814151654 | 375.631858483463 |
| 43 | 3830 | 4343.93613629934 | -513.936136299337 |
| 44 | 4394 | 4126.72013369074 | 267.279866309263 |
| 45 | 4826 | 4077.21614934234 | 748.783850657664 |
| 46 | 4409 | 4560.84016955898 | -151.840169558984 |
| 47 | 4569 | 4183.00016303748 | 385.999836962515 |
| 48 | 4106 | 4195.49619499283 | -89.4961949928316 |
| 49 | 4794 | 4724.2668460079 | 69.7331539921005 |
| 50 | 3914 | 3767.71218129768 | 146.287818702317 |
| 51 | 3793 | 3923.28019238423 | -130.280192384232 |
| 52 | 4405 | 4019.02421586163 | 385.975784138370 |
| 53 | 4022 | 4377.45620477508 | -355.456204775081 |
| 54 | 4100 | 3811.52816760253 | 288.471832397466 |
| 55 | 4788 | 4358.89612977784 | 429.103870222162 |
| 56 | 3163 | 4209.00009782249 | -1046.00009782249 |
| 57 | 3585 | 4264.21606782359 | -679.216067823593 |
| 58 | 3903 | 4882.48002934675 | -979.480029346747 |
| 59 | 4178 | 4534.56000978225 | -356.560009782249 |
| 60 | 3863 | 4606.8960156516 | -743.896015651598 |
| 61 | 4187 | 5158.10665688442 | -971.106656884417 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.528428582412661 | 0.943142835174678 | 0.471571417587339 |
| 17 | 0.380855012366666 | 0.761710024733331 | 0.619144987633334 |
| 18 | 0.295946717027065 | 0.59189343405413 | 0.704053282972935 |
| 19 | 0.557706686346595 | 0.88458662730681 | 0.442293313653405 |
| 20 | 0.794356925565582 | 0.411286148868836 | 0.205643074434418 |
| 21 | 0.739896622474288 | 0.520206755051424 | 0.260103377525712 |
| 22 | 0.809856900660788 | 0.380286198678424 | 0.190143099339212 |
| 23 | 0.7307241254523 | 0.5385517490954 | 0.2692758745477 |
| 24 | 0.725288163725319 | 0.549423672549363 | 0.274711836274681 |
| 25 | 0.674188334061156 | 0.651623331877687 | 0.325811665938844 |
| 26 | 0.593831693484564 | 0.812336613030871 | 0.406168306515436 |
| 27 | 0.506889783932027 | 0.986220432135946 | 0.493110216067973 |
| 28 | 0.462278489014712 | 0.924556978029424 | 0.537721510985288 |
| 29 | 0.504891306103726 | 0.990217387792547 | 0.495108693896274 |
| 30 | 0.412687222136259 | 0.825374444272519 | 0.58731277786374 |
| 31 | 0.330020280246427 | 0.660040560492854 | 0.669979719753573 |
| 32 | 0.345861407882483 | 0.691722815764966 | 0.654138592117517 |
| 33 | 0.263256853618508 | 0.526513707237017 | 0.736743146381492 |
| 34 | 0.292478304937289 | 0.584956609874578 | 0.707521695062711 |
| 35 | 0.21739370103753 | 0.43478740207506 | 0.78260629896247 |
| 36 | 0.187372560286397 | 0.374745120572794 | 0.812627439713603 |
| 37 | 0.159066916446900 | 0.318133832893799 | 0.8409330835531 |
| 38 | 0.149509946332259 | 0.299019892664517 | 0.850490053667741 |
| 39 | 0.182940502277945 | 0.36588100455589 | 0.817059497722055 |
| 40 | 0.130769049289888 | 0.261538098579775 | 0.869230950710112 |
| 41 | 0.503007261498255 | 0.99398547700349 | 0.496992738501745 |
| 42 | 0.403327254055699 | 0.806654508111398 | 0.596672745944301 |
| 43 | 0.493703400325226 | 0.987406800650451 | 0.506296599674774 |
| 44 | 0.703451929387459 | 0.593096141225082 | 0.296548070612541 |
| 45 | 0.982639195414118 | 0.0347216091717641 | 0.0173608045858820 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 1 | 0.0333333333333333 | OK |
| 10% type I error level | 1 | 0.0333333333333333 | OK |
